WisdomTree Emerging Value At Risk
| XSOE Etf | | | USD 40.75 -0.02 -0.05% |
Observed values used to calculate the Value At Risk technical indicator for WisdomTree Emerging Markets. Some instruments may provide partial coverage depending on trading history.
WisdomTree Emerging Markets has current Value At Risk of
-1.81. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.81 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
WisdomTree Emerging Markets is rated
below average for value at risk among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare WisdomTree Emerging to Peers
Other Technical Indicators